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Zhang, Jianing's
Scholarly Papers
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Total Downloads
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Grishchenko, Olesya V. Federal Reserve Board Vanden, Joel M. Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration Zhang, Jianing Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration
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22 Oct 10
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04 Oct 11
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TIPS, embedded option, inflation, deflation, term structure
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Grishchenko, Olesya V. Federal Reserve Board Vanden, Joel M. Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration Zhang, Jianing Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration
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TIPS, embedded option, inflation, deflation, term structure
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The Informational Content of the Embedded Deflation Option in TIPS
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Grishchenko, Olesya V. Federal Reserve Board Vanden, Joel M. Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration Zhang, Jianing Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration
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Posted:
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16 Sep 12
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Last Revised:
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11 May 13
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Grishchenko, Olesya V. Federal Reserve Board Vanden, Joel M. Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration Zhang, Jianing Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration
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TIPS, embedded option, inflation, deflation, term structure
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Grishchenko, Olesya V. Federal Reserve Board Vanden, Joel M. Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration Zhang, Jianing Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration
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16 Sep 12
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Last Revised:
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23 Jan 13
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TIPS, embedded option, inflation, deflation, term structure
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4.
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Pu, Xiaoling Kent State University - Department of Finance Zhang, Jianing Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration
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short sale ban, volatility, liquidity, macroeconomic condition
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Records 1 -
4
of 4 matches
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1
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